I use icons on sites i design mainly for social icons or contact buttons. The icon style depends on the design and feel of the site so having a wide variety to choose from is important, which is why i usually get them from icon sites. You could design your own but im more a code person and don’t really enjoy designing icons so getting them from an icon site suits me more. Here is a list of the sites i use to get good icons –
Iconspedia is my prefered choice, it has an easy and accurate search on the site and always has really good icons. You can download them in 4 different sizes which is always helpful.